Last price paid | 1.25 | |
Change | -0.79% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +161.70% |
Year to date (YTD) | n.a. |
1 month | +1.63% |
3 months | +150.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 19.10 |
Premium | 0.54% |
Premium p.a. | 0.84% |
Leverage | 0.23 |
Implied volatility | 2.31 |
ISIN | CH1305129384 |
Symbol | VARCBZ |
Security | 130512938 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 18.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.01.2024 |
Premium | 53.83% |
Premium p.a. | 83.97% |
Leverage | 0.96 |
Implied volatility | 230.98% |
Moneyness | in-the-money |
Leverage | 0.2273 |
Delta | -0.2363 |
Gamma | 0.0014 |
Theta | -0.0013 |
Rho | -0.0097 |
Vega | 0.0029 |
Fair value | 0.64 |
Intrinsic value | n.a. |
Break-even | 5.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |